+256.1%
TPR vs AWK
-1.1%
+257.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +14.2% | +4.1% | +10.1% | +13.5% |
| 30D | +17.1% | +18.0% | -0.9% | +14.2% |
| 3M | -17.7% | +12.2% | -29.9% | -19.2% |
| 6M | -10.2% | +21.2% | -31.4% | -13.0% |
| YTD | +4.9% | +17.6% | -12.6% | +1.9% |
| 1Y | +36.1% | +19.2% | +16.9% | +31.7% |
| 3Y | +416.5% | +26.7% | +389.7% | +368.4% |
| All | +256.1% | -1.1% | +257.2% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling